Risk Desk for VS Code
com.avidquant/riskdesk
Portfolio risk from supplied data or a synthetic example: VaR, ES, stress, credit, FRTB.
client:VS Code
transport:streamable-http
tools:29
Install Risk Desk in VS Code
.vscode/mcp.json
{
"servers": {
"riskdesk": {
"type": "http",
"url": "https://riskdesk.avidquant.com/mcp"
}
}
}Requires agent mode. MCP: Open User Configuration puts the same block in every workspace. VS Code docs
What VS Code can do once it is connected
- risk_desk_status
- risk_tail
- risk_exposure
- risk_stress
- risk_tail_models
- risk_backtest
- risk_derivatives_greeks
- risk_derivatives_grid
- risk_derivatives_historical
- risk_covariance
- risk_var_attribution
- risk_es_attribution
- risk_factor_exposure
- risk_limits
- risk_what_if
- risk_liquidity
- risk_stress_replay
- risk_reverse_stress
- risk_scenario_scale
- risk_saccr
- risk_exposure_profile
- risk_credit_asrf
- risk_credit_copula
- risk_frtb_imcc